ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.850 |
95.160 |
0.310 |
0.3% |
95.035 |
High |
95.245 |
95.170 |
-0.075 |
-0.1% |
95.240 |
Low |
94.810 |
94.850 |
0.040 |
0.0% |
94.050 |
Close |
95.167 |
95.152 |
-0.015 |
0.0% |
94.801 |
Range |
0.435 |
0.320 |
-0.115 |
-26.4% |
1.190 |
ATR |
0.614 |
0.593 |
-0.021 |
-3.4% |
0.000 |
Volume |
261 |
94 |
-167 |
-64.0% |
1,701 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.017 |
95.905 |
95.328 |
|
R3 |
95.697 |
95.585 |
95.240 |
|
R2 |
95.377 |
95.377 |
95.211 |
|
R1 |
95.265 |
95.265 |
95.181 |
95.161 |
PP |
95.057 |
95.057 |
95.057 |
95.006 |
S1 |
94.945 |
94.945 |
95.123 |
94.841 |
S2 |
94.737 |
94.737 |
95.093 |
|
S3 |
94.417 |
94.625 |
95.064 |
|
S4 |
94.097 |
94.305 |
94.976 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.267 |
97.724 |
95.456 |
|
R3 |
97.077 |
96.534 |
95.128 |
|
R2 |
95.887 |
95.887 |
95.019 |
|
R1 |
95.344 |
95.344 |
94.910 |
95.021 |
PP |
94.697 |
94.697 |
94.697 |
94.535 |
S1 |
94.154 |
94.154 |
94.692 |
93.830 |
S2 |
93.507 |
93.507 |
94.583 |
|
S3 |
92.317 |
92.964 |
94.474 |
|
S4 |
91.127 |
91.774 |
94.146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.245 |
94.050 |
1.195 |
1.3% |
0.542 |
0.6% |
92% |
False |
False |
265 |
10 |
96.010 |
94.050 |
1.960 |
2.1% |
0.498 |
0.5% |
56% |
False |
False |
285 |
20 |
97.030 |
94.050 |
2.980 |
3.1% |
0.569 |
0.6% |
37% |
False |
False |
223 |
40 |
97.155 |
94.010 |
3.145 |
3.3% |
0.581 |
0.6% |
36% |
False |
False |
137 |
60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.608 |
0.6% |
35% |
False |
False |
103 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.565 |
0.6% |
34% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.530 |
2.618 |
96.008 |
1.618 |
95.688 |
1.000 |
95.490 |
0.618 |
95.368 |
HIGH |
95.170 |
0.618 |
95.048 |
0.500 |
95.010 |
0.382 |
94.972 |
LOW |
94.850 |
0.618 |
94.652 |
1.000 |
94.530 |
1.618 |
94.332 |
2.618 |
94.012 |
4.250 |
93.490 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.105 |
95.090 |
PP |
95.057 |
95.027 |
S1 |
95.010 |
94.965 |
|